Algorithm 8.3: Newton's method with finite differences, n variables. More...

Functions
function	newtonFinDiffNVariables (in obj, in x0, in tau, in eps, in maxiter)
	Applies Newton's algorithm with finite differences to solve where $F:\mathbb{R}^n\to\mathbb{R}^n$ . More...

Detailed Description

Algorithm 8.3: Newton's method with finite differences, n variables.

Implementation of algorithm 8.3 of [1]

Function Documentation

function newtonFinDiffNVariables	(	in	obj,
		in	x0,
		in	tau,
		in	eps,
		in	maxiter
	)

Applies Newton's algorithm with finite differences to solve $F(x)=0$ where $F:\mathbb{R}^n\to\mathbb{R}^n$ .

Parameters

obj	the name of the Octave function defining F(x) and its Jacobian
x0	the starting point
tau	step for the finite difference approximation
eps	algorithm stops if $\\|F(x)\\| \leq \varepsilon$ .
maxiter	maximum number of iterations (Default: 100)